Precautions recommend using methodologies that the time parameter is chosen intuitively, for example: the average, moving average, Holt and Brown, Winters and indicators. The experts suggest that average neosmyslenno, by selecting one of the proposed values – 25, 14, 5 days and use the selected option as long as it works effectively. In a survey of players and own attempts to adhere to this recommendation, it became clear that while we intuitively choose the parameter, the market is generally unchanged. So it makes sense to use technical analysis indicators avtomasshtabiruemy time parameter or the averaging method is sensitive to incoming data. With regression analysis, which has become very popular today, is not so simple.
It is necessary that all independent variables, including the hidden or difficult to measure, were included in the model. Otherwise, estimates of the regression coefficients (in the nonorthogonal case) will be biased (Gauss – Markov becomes impermissible). Regression equation with biased estimates of regression coefficients does not have any sense – it is nothing more than self-deception, supported by the authority of mathematics. Local approximation method has many in common with autoregressive methods, but has clear advantages over autoregressive: at any given time know the exact number of variables, which gives us the fractal dimension, the search for its integral part of the method of the aircraft. Also, instead using the globally-linear (uniform for the entire series) is characteristic of autoregression, piecewise linear approximation that can successfully predict irregular time series. Therefore, not to wait for the immutability of the system during the entire observation time, but for LA, in contrast to autoregression that is not required. Despite the availability of advanced modern methods of technical analysis, there a huge number of supporters and fundamental analysis and is not quite correct to say that between adherents of the above theories is a dispute about the effectiveness and universality of each of the theories. It should be noted that dispute mainly focuses on the applicability of technical analysis. Compromise in the dispute, is an attempt to combine the methods of technical and fundamental analysis.